Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2096615.1628 | 2101511.6652 | -4896.5024 | 302167.9325 | 4992853.2914 | -4690685.359 |
Total P&L (%) | 2096.6152 | 2101.5117 | -4.8965 | 302.1679 | 4992.8533 | -4690.6854 |
Avg Daily Profit (%) | 0.9434 | 0.9456 | -0.0022 | 0.0626 | 0.177 | 0 |
Buy And Hold Return (%) | 917.1177 | 917.1177 | 917.1177 | 917.1177 | 917.1177 | 917.1177 |
Max Trade Drawdown | -189694 | -126579 | -139422 | -7966377 | -3425775 | -4951842 |
Profit Factor | 4.0182 | 7.298 | 0.9864 | 1.0246 | 1.9927 | 0.355 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 44.8718 | 43.5897 | 46.1538 | 44.8718 | 43.5897 | 46.1538 |
Ratio Avg Win / Avg Loss | 4.9367 | 9.4445 | 1.1508 | 1.2587 | 2.5788 | 0.4141 |
Largest Winning Trade | 1994298 | 1994298 | 52655 | 7840902 | 7840902 | 1055409 |
Largest Losing Trade | -52454 | -33685 | -52454 | -4319127 | -1318752 | -4319127 |
Avg Bars in Trades | 82 | 88 | 77 | 82 | 88 | 77 |
Avg Bars in Winners | 121 | 132 | 110 | 121 | 132 | 110 |
Avg Bars in Losers | 51 | 54 | 48 | 51 | 54 | 48 |
Bars Traded | 6449 | 3446 | 3003 | 6449 | 3446 | 3003 |
Profit Streak | 87.2992 | 126.2992 | 87.2992 | 87.2992 | 126.2992 | 87.2992 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24427 | 538881 | -580028 | -508379 | 312639 | -581694 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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